Anic Equity¶

Anic Equity¶

---------------------------------------------------------------------------
HTTPError                                 Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_15448/1335278011.py in <module>
      9     display(Markdown("# ***Anic Equity*** "))
---> 10     port, max_Equity, acc = get_current_portfolio()
     11     display(Markdown("## Updated:"), str(dt.now().date())+' '+str(dt.now().time()))

~\AppData\Local\Temp/ipykernel_15448/2092596468.py in get_current_portfolio()
    198     Max_dd = get_max_dd()
--> 199     acc = ava.get_account_overview(acc_id)
    200     Equity = acc['ownCapital']

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in get_account_overview(self, account_id)
    270         """
--> 271         return self.__call(
    272             HttpMethod.GET,

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in __call(self, method, path, options, return_content)
    137 
--> 138         response.raise_for_status()
    139 

~\Anaconda3\envs\AnicTrading\lib\site-packages\requests\models.py in raise_for_status(self)
    952         if http_error_msg:
--> 953             raise HTTPError(http_error_msg, response=self)
    954 

HTTPError: 500 Server Error: Server Error for url: https://www.avanza.se/_mobile/account/6422534/overview

During handling of the above exception, another exception occurred:

HTTPError                                 Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_15448/1335278011.py in <module>
     17     acc_id = get_accountId_by_name('Anic Investment')
     18     display(Markdown("# ***Anic Equity*** "))
---> 19     port, max_Equity, acc = get_current_portfolio()
     20     display(Markdown("## Updated:"), str(dt.now().date())+' '+str(dt.now().time()))
     21     Javascript("Jupyter.notebook.execute_cells([1])")

~\AppData\Local\Temp/ipykernel_15448/2092596468.py in get_current_portfolio()
    197     Max_equity = get_max_eq()
    198     Max_dd = get_max_dd()
--> 199     acc = ava.get_account_overview(acc_id)
    200     Equity = acc['ownCapital']
    201     display('#---------------------------------------------------------#')

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in get_account_overview(self, account_id)
    269             }
    270         """
--> 271         return self.__call(
    272             HttpMethod.GET,
    273             Route.ACCOUNT_OVERVIEW_PATH.value.format(

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in __call(self, method, path, options, return_content)
    136         )
    137 
--> 138         response.raise_for_status()
    139 
    140         # Some routes like add/remove instrument from a watchlist

~\Anaconda3\envs\AnicTrading\lib\site-packages\requests\models.py in raise_for_status(self)
    951 
    952         if http_error_msg:
--> 953             raise HTTPError(http_error_msg, response=self)
    954 
    955     def close(self):

HTTPError: 500 Server Error: Server Error for url: https://www.avanza.se/_mobile/account/6422534/overview

Anic Portfolio¶

Today¶

Return: -0.0 %¶

This Week¶

Return: -0.0 %¶

Total¶

Return: 59.744 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
TOTAL 0.000000 0.000000 -6.29288% 0.000000

Updated:¶

'2023-03-27 15:31:54.014007'
None

Last optimization/rebalancing:¶

'2023-03-25'

Next optimization/rebalancing:¶

'2023-05-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶